Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.8: MTM Impact on Derivative Positions

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 84379.39 >2 Yr <= 3 Yr 6008.64 91-180 Days L-4 12562.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 53337.80 >2 Yr <= 3 Yr 6840.83 Open L-5 7812.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 63989.06 >2 Yr <= 3 Yr 5473.87 30-90 Days L-6 978.43 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 13955.99 >2 Yr <= 3 Yr 2052.85 <30 Days L-7 495.88 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 24052.55 >2 Yr <= 3 Yr 2537.55 91-180 Days L-8 4057.71 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 43554.16 >2 Yr <= 3 Yr 3254.86 91-180 Days L-9 7374.55 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 63250.81 >2 Yr <= 3 Yr 7289.69 Open LC-1 11033.72 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 134.97 >2 Yr <= 3 Yr 2.40 30-90 Days LC-2 10.93 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 73547.40 >2 Yr <= 3 Yr 5455.56 91-180 Days N-1 3987.33 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 31830.95 >2 Yr <= 3 Yr 2766.41 91-180 Days N-2 349.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 87236.56 >2 Yr <= 3 Yr 8225.03 <30 Days N-3 2420.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 95781.49 >2 Yr <= 3 Yr 491.41 30-90 Days N-4 10897.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 12967.41 >2 Yr <= 3 Yr 928.20 Open N-5 379.57 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 1100.31 >2 Yr <= 3 Yr 66.55 30-90 Days N-6 197.99 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 77929.99 >2 Yr <= 3 Yr 10980.23 30-90 Days N-7 1807.73 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 34344.29 >2 Yr <= 3 Yr 4016.70 91-180 Days P-1 1604.34 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 108086.26 >2 Yr <= 3 Yr 1135.57 Open P-2 14770.35 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 106808.76 >2 Yr <= 3 Yr 3451.62 91-180 Days S-8 12277.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 2299.79 >2 Yr <= 3 Yr 238.16 30-90 Days Y-1 134.92 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 65602.48 >2 Yr <= 3 Yr 4654.86 91-180 Days Y-2 8107.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 103936.11 >2 Yr <= 3 Yr 5942.86 91-180 Days Y-3 4567.50 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 112610.93 >2 Yr <= 3 Yr 8144.66 30-90 Days Y-4 18550.83 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 98637.75 >2 Yr <= 3 Yr 96.36 Open Z-1 15575.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 101671.39 >2 Yr <= 3 Yr 3199.59 91-180 Days A-2 1907.38 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 35379.92 >2 Yr <= 3 Yr 2266.44 30-90 Days A-3 4128.64 Yes Liberty Mortgage Services Corp. Legal